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2020 28 Sep 13:00

Stress testing behavioural and macroeconomic risks for credit portfolios

Professor Jonathan Crook from the University of Edinburgh will present the Department of Statistical Science with a talk entitled,  "Stress testing behavioural and macroeconomic risks for credit portfolios".
Abstract: Large banks are required to stress test their credit portfolios annually under Basel II. Stress testing credit portfolios to macroeconomic shocks at account level involves parameterising a model predicting probability of default followed by hypothesising specific shocks or by simulation. Simulation requires that the simulated...

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Join Zoom Meeting

https://uct-za.zoom.us/j/98363601125?pwd=Zld0cWlabk1KazVpZlNBSlZ1TXc1QT09

Meeting ID: 983 6360 1125

Passcode: 1n430v

Event Type: 
Seminars, talks and public lectures
2020 05 Oct 13:00

Geospatial Data Science for Public Health Surveillance

Paula Moroga, from KAUST, will present the Department of Statistical Science's seminar with a talk entitled, " Geospatial Data Science for Public Health Surveillance"
 
Abstract: Geospatial health data are essential to inform public health and policy. These data can be used to quantify disease burden, understand geographic and temporal patterns, identify risk factors, and measure inequalities. In this talk, I will give an overview of my research which focuses on the development of geospatial methods and interactive visualization applications for health...

Venue: 

Join Zoom Meeting

https://uct-za.zoom.us/j/97628937509?pwd=UnlaV2VKaWcyOEFoTzlXNVd2UWlIQT09

Meeting ID: 976 2893 7509

Passcode: 4b557t

Event Type: 
Seminars, talks and public lectures
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